Narrow search
Showing 1 - 10 of 486
Cover Image
Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Applied financial economics 15 (2005) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10002537403
Cover Image
Testing the univariate conditional CAPM in thinly traded markets
Solibakke, Per Bjarte - In: Applied financial economics 12 (2002) 10, pp. 751-763
Persistent link: https://www.econbiz.de/10001702516
Cover Image
Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Applied financial economics 23 (2013) 16/18, pp. 1399-1406
Persistent link: https://www.econbiz.de/10010259398
Cover Image
Re-examining purchasing power parity for East-Asian currencies : 1976 - 2002
Baharumshah, Ahmad Zubaidi; Haw, Chan Tze; Fountas, … - In: Applied financial economics 18 (2008) 1/3, pp. 75-85
Persistent link: https://www.econbiz.de/10003738990
Cover Image
Testing purchasing power parity hypothesis for transition economies
Solakoğlu, Ebru Güven - In: Applied financial economics 16 (2006) 7, pp. 561-568
Persistent link: https://www.econbiz.de/10003320415
Cover Image
What is the shape of real exchange rate nonlinearity?
Norman, Stephen; Phillips, Kerk Layne - In: Applied financial economics 23 (2013) 4/6, pp. 363-375
Persistent link: https://www.econbiz.de/10009718917
Cover Image
Taylor rule equilibrium exchange rates and nonlinear mean reversion
Beckmann, Joscha; Wilde, Wolfram - In: Applied financial economics 23 (2013) 13/15, pp. 1097-1107
Persistent link: https://www.econbiz.de/10010204803
Cover Image
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Cover Image
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied financial economics 24 (2014) 13/15, pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
Cover Image
An empirical test of 'put call parity'
Ben-David, Nissim; Tchahi, Tavor - In: Applied financial economics 21 (2011) 22/24, pp. 1661-1664
Persistent link: https://www.econbiz.de/10009385060